+136.4%
BAC vs MDLZ
-2.9%
+139.4%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -0.8% | +0.4% |
| 7D | +0.6% | 0.0% | +0.7% | +0.6% |
| 30D | -1.4% | +1.4% | -2.8% | -1.4% |
| 3M | +15.7% | 0.0% | +15.7% | +15.6% |
| 6M | +32.2% | +9.1% | +23.0% | +31.4% |
| YTD | +15.8% | +17.9% | -2.2% | +13.9% |
| 1Y | +27.3% | +3.2% | +24.0% | +26.8% |
| All | +136.4% | -2.9% | +139.4% | +129.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MDLZ.
Daily Out/Under-Performance
Portfolio return minus MDLZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDLZ return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded MDLZ wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling